arXiv Statistics ML By Qin Li, Maria Oprea, Li Wang, Yunan Yang

Stochastic Inverse Problem: stability, regularization and Wasserstein gradient flow

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The paper investigates stochastic inverse problems where the goal is to recover a probability distribution of an unknown parameter that explains observed data. It examines direct inversion, a variational formulation with regularization, and optimization via Wasserstein gradient flows, highlighting parallels and differences with deterministic inverse problems. A key finding is that the choice of metric—both in the loss function and during optimization—strongly influences stability and the optimizer’s properties.

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